Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.89%
March 31, 2024 99.89%
February 29, 2024 99.89%
January 31, 2024 99.89%
December 31, 2023 99.89%
November 30, 2023 99.89%
October 31, 2023 99.89%
September 30, 2023 99.89%
August 31, 2023 99.89%
July 31, 2023 99.89%
June 30, 2023 99.89%
May 31, 2023 99.89%
April 30, 2023 98.57%
March 31, 2023 98.60%
February 28, 2023 98.60%
January 31, 2023 98.60%
December 31, 2022 98.60%
November 30, 2022 98.60%
October 31, 2022 98.60%
September 30, 2022 98.60%
August 31, 2022 98.60%
July 31, 2022 98.60%
June 30, 2022 98.60%
May 31, 2022 98.60%
April 30, 2022 98.60%
Date Value
March 31, 2022 98.60%
February 28, 2022 98.60%
January 31, 2022 98.60%
December 31, 2021 98.60%
November 30, 2021 98.60%
October 31, 2021 98.60%
September 30, 2021 98.60%
August 31, 2021 98.60%
July 31, 2021 98.60%
June 30, 2021 98.60%
May 31, 2021 98.60%
April 30, 2021 98.60%
March 31, 2021 98.60%
February 28, 2021 98.60%
January 31, 2021 98.60%
December 31, 2020 98.60%
November 30, 2020 98.60%
October 31, 2020 98.60%
September 30, 2020 98.60%
August 31, 2020 98.60%
July 31, 2020 98.60%
June 30, 2020 98.60%
May 31, 2020 98.60%
April 30, 2020 98.60%
March 31, 2020 98.60%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

98.57%
Minimum
Apr 2023
99.89%
Maximum
May 2023
98.86%
Average
98.60%
Median
May 2019

Max Drawdown (5Y) Benchmarks